bayesline.api.equity.AsyncPortfolioReturnsReportAccessor

class bayesline.api.equity.AsyncPortfolioReturnsReportAccessor(accessor: AsyncReportAccessorApi)

Specific accessor for a portfolio returns report.

abstract __init__(accessor: AsyncReportAccessorApi)

Methods

__init__(accessor)
get_asset_returns(portfolio_id[, ...])	Get the asset level returns for the portfolio id between start and end dates.
get_portfolio_returns([portfolio_names, ...])	Get the portfolio returns for the portfolio names between start and end dates.
with_scenario(scenario_settings)	Return a new accessor with the given scenario settings applied.

Attributes

accessor	The underlying report accessor API.
scenario_types

scenario_types: ClassVar[list[type[AnyScenarioSettings]]] = [<class 'bayesline.api._src.equity.report.scenarios.PortfolioHoldingsScenario'>]

abstract async get_portfolio_returns(portfolio_names: list[str] | None = None, start_date: str | date | datetime | None = None, end_date: str | date | datetime | None = None, aggregation_type: Literal['D', 'M', 'Y'] | None = 'D', value_cols: list[str] | None = None) → DataFrame

Get the portfolio returns for the portfolio names between start and end dates.

Parameters

portfolio_nameslist[str] | None, default=None

The names of the portfolios to calculate the report for. If None, all portfolios will be calculated.

start_dateDateLike | None, default=None

The start date of the report.

end_dateDateLike | None, default=None

The end date of the report.

aggregation_typeLiteral[“D”, “M”, “Y”] | None, default=”D”

The aggregation type to use for the returns. If None, dates will be completely collapsed and the returns for the entire period will be returned.

value_colslist[str] | None, default=None

The value columns to return. If None, all value columns will be returned.

Returns

pl.DataFrame

A dataframe with the portfolio returns.

abstract async get_asset_returns(portfolio_id: str, start_date: str | date | datetime | None = None, end_date: str | date | datetime | None = None, aggregation_type: Literal['D', 'M', 'Y'] | None = 'D', value_cols: list[str] | None = None) → DataFrame

Get the asset level returns for the portfolio id between start and end dates.

Parameters

portfolio_idstr

The id of the portfolio to calculate the report for.

start_dateDateLike | None, default=None

The start date of the report.

end_dateDateLike | None, default=None

The end date of the report.

aggregation_typeLiteral[“D”, “M”, “Y”] | None, default=”D”

The aggregation type to use for the returns. If None, dates will be completely collapsed and the returns for the entire period will be returned.

value_colslist[str] | None, default=None

The value columns to return. If None, all value columns will be returned.

Returns

pl.DataFrame

A dataframe with the asset level returns.